CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7805 |
0.7852 |
0.0047 |
0.6% |
0.7827 |
| High |
0.7874 |
0.7867 |
-0.0008 |
-0.1% |
0.7874 |
| Low |
0.7799 |
0.7822 |
0.0023 |
0.3% |
0.7796 |
| Close |
0.7851 |
0.7835 |
-0.0016 |
-0.2% |
0.7835 |
| Range |
0.0075 |
0.0045 |
-0.0031 |
-40.7% |
0.0078 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
87,847 |
88,533 |
686 |
0.8% |
326,165 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7949 |
0.7859 |
|
| R3 |
0.7930 |
0.7905 |
0.7847 |
|
| R2 |
0.7886 |
0.7886 |
0.7843 |
|
| R1 |
0.7860 |
0.7860 |
0.7839 |
0.7851 |
| PP |
0.7841 |
0.7841 |
0.7841 |
0.7836 |
| S1 |
0.7816 |
0.7816 |
0.7830 |
0.7806 |
| S2 |
0.7797 |
0.7797 |
0.7826 |
|
| S3 |
0.7752 |
0.7771 |
0.7822 |
|
| S4 |
0.7708 |
0.7727 |
0.7810 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8069 |
0.8030 |
0.7877 |
|
| R3 |
0.7991 |
0.7952 |
0.7856 |
|
| R2 |
0.7913 |
0.7913 |
0.7849 |
|
| R1 |
0.7874 |
0.7874 |
0.7842 |
0.7893 |
| PP |
0.7835 |
0.7835 |
0.7835 |
0.7845 |
| S1 |
0.7796 |
0.7796 |
0.7827 |
0.7815 |
| S2 |
0.7757 |
0.7757 |
0.7820 |
|
| S3 |
0.7679 |
0.7718 |
0.7813 |
|
| S4 |
0.7601 |
0.7640 |
0.7792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7874 |
0.7796 |
0.0078 |
1.0% |
0.0045 |
0.6% |
49% |
False |
False |
65,233 |
| 10 |
0.7874 |
0.7691 |
0.0184 |
2.3% |
0.0046 |
0.6% |
78% |
False |
False |
34,700 |
| 20 |
0.7874 |
0.7596 |
0.0278 |
3.5% |
0.0041 |
0.5% |
86% |
False |
False |
17,596 |
| 40 |
0.7874 |
0.7460 |
0.0414 |
5.3% |
0.0048 |
0.6% |
90% |
False |
False |
8,891 |
| 60 |
0.7874 |
0.7457 |
0.0418 |
5.3% |
0.0046 |
0.6% |
91% |
False |
False |
5,947 |
| 80 |
0.7874 |
0.7457 |
0.0418 |
5.3% |
0.0045 |
0.6% |
91% |
False |
False |
4,470 |
| 100 |
0.7874 |
0.7436 |
0.0438 |
5.6% |
0.0043 |
0.5% |
91% |
False |
False |
3,578 |
| 120 |
0.7874 |
0.7298 |
0.0577 |
7.4% |
0.0042 |
0.5% |
93% |
False |
False |
2,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8056 |
|
2.618 |
0.7983 |
|
1.618 |
0.7939 |
|
1.000 |
0.7911 |
|
0.618 |
0.7894 |
|
HIGH |
0.7867 |
|
0.618 |
0.7850 |
|
0.500 |
0.7844 |
|
0.382 |
0.7839 |
|
LOW |
0.7822 |
|
0.618 |
0.7794 |
|
1.000 |
0.7778 |
|
1.618 |
0.7750 |
|
2.618 |
0.7705 |
|
4.250 |
0.7633 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7844 |
0.7835 |
| PP |
0.7841 |
0.7835 |
| S1 |
0.7838 |
0.7835 |
|